+180.8%
SB vs SPY
+82.0%
+98.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.1% |
| 7D | +7.6% | +0.1% | +7.5% | +7.5% |
| 30D | +21.2% | +0.1% | +21.2% | +21.2% |
| 3M | +46.1% | +2.0% | +44.1% | +43.3% |
| 6M | +43.4% | +13.0% | +30.4% | +28.8% |
| YTD | +95.5% | +13.5% | +82.0% | +74.9% |
| 1Y | +113.7% | +20.0% | +93.7% | +82.3% |
| 3Y | +224.1% | +77.2% | +146.9% | +92.6% |
| All | +180.8% | +82.0% | +98.8% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling